PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-25 20:38:03.323429+00:00 (UTC)
In US/Central Time, this is 2024-03-25 15:38:03.323429-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896940 -0.474606 0.086233 -0.008859 0.545228 0.254502
1997-01-03 -0.885230 -0.474606 -0.155573 0.006649 0.744817 0.205336
1997-01-06 -0.881327 -0.474606 -0.064144 -0.016613 0.777696 0.269289
1997-01-07 -0.881327 -0.453786 -0.129107 -0.047629 0.837325 0.382922
1997-01-08 -0.893036 -0.453786 -0.022038 -0.086398 0.785358 0.496163
... ... ... ... ... ... ...
2024-03-18 -0.869617 -1.473968 -0.733021 1.650488 0.714262 0.682724
2024-03-19 -0.881327 -1.463558 -0.794375 1.658242 0.738838 0.558619
2024-03-20 -0.865714 -1.401098 -0.888210 1.720274 0.828011 0.465837
2024-03-21 -0.900843 -1.432328 -0.902646 1.728028 0.836632 0.472578
2024-03-22 -0.889133 -1.453148 -0.885804 1.728028 0.764195 0.313977

7193 rows × 6 columns

../../_images/3569b8ad081ba5590aafba906d35d8a2ef97dd28f3e11f9baa6ba018554765ea.png
pc1
DATE
1997-01-02   -0.577319
1997-01-03   -0.683442
1997-01-06   -0.666350
1997-01-07   -0.702710
1997-01-08   -0.672382
                ...   
2024-03-18   -1.564395
2024-03-19   -1.572102
2024-03-20   -1.596246
2024-03-21   -1.626259
2024-03-22   -1.583385
Name: PC1, Length: 7193, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/386678eb1427544fc0c8f7a82f14d1ef3b5f850fbc0dab641ce215d5afb268b9.png
fig = px.line(pc1)
fig.show()
../../_images/9a5778c1891c848f3d08b3ad5a91e1143bb0f331ea2d4a011f6dc640242ccdd9.png